cumprod row and column
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Hi there, I have a matrix of size 1000x 40. The 1000 represent weeks and 40 represent the number of assets. For each entry is a percentage of money made or lost.
I want to do the cum prod horizontally (all assets for one week), then cumprod going doing. So I have a full return for all assets.
Any help would be appreciated.
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Walter Roberson
2012-6-6
cumprod(cumprod(YourMatrix,2))
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